Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684020.2003 | 630577.7815 | 53442.4188 | 1263876.7319 | 771773.6077 | 492103.1242 |
Total P&L (%) | 684.0202 | 630.5778 | 53.4424 | 1263.8767 | 771.7736 | 492.1031 |
Avg Daily Profit (%) | 0.3628 | 0.3345 | 0.0283 | 0.1387 | 0.1149 | 0.0944 |
Buy And Hold Return (%) | 264.4031 | 264.4031 | 264.4031 | 264.4031 | 264.4031 | 264.4031 |
Max Trade Drawdown | -102714 | -101831 | -129747 | -3087817 | -2373061 | -1778498 |
Profit Factor | 1.4641 | 1.7804 | 1.0802 | 1.0558 | 1.0595 | 1.0509 |
Total Trades | 449 | 224 | 225 | 449 | 224 | 225 |
Winning Trades | 202 | 97 | 105 | 202 | 97 | 105 |
Losing Trades | 247 | 127 | 120 | 247 | 127 | 120 |
Profitability (%) | 44.9889 | 43.3036 | 46.6667 | 44.9889 | 43.3036 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.7902 | 2.331 | 1.2346 | 1.291 | 1.3871 | 1.201 |
Largest Winning Trade | 227203 | 227203 | 35279 | 1364188 | 1364188 | 738246 |
Largest Losing Trade | -27755 | -27755 | -23766 | -590174 | -590174 | -431117 |
Avg Bars in Trades | 12 | 17 | 7 | 12 | 17 | 7 |
Avg Bars in Winners | 16 | 23 | 9 | 16 | 23 | 9 |
Avg Bars in Losers | 9 | 12 | 5 | 9 | 12 | 5 |
Bars Traded | 5554 | 3906 | 1648 | 5554 | 3906 | 1648 |
Profit Streak | 0 | 36.4946 | 0 | 0 | 36.4946 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317674 | 270762 | -453443 | -167451 | -198171 | -239702 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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